John L. Glascock : Citation Profile

Are you John L. Glascock?

University of Connecticut (90% share)
University of Cambridge (10% share)

12

H index

17

i10 index

473

Citations

RESEARCH PRODUCTION:

32

Articles

RESEARCH ACTIVITY:

   29 years (1984 - 2013). See details.
   Cites by year: 16
   Journals where John L. Glascock has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 4 (0.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgl21
   Updated: 2023-08-19    RAS profile: 2013-11-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John L. Glascock.

Is cited by:

Stevenson, Simon (16)

Alcock, Jamie (10)

Guidolin, Massimo (9)

Leung, Charles (9)

Hoesli, Martin (7)

Dimovski, Bill (7)

cotter, john (7)

GUPTA, RANGAN (6)

Chen, Nan-Kuang (6)

Fuerst, Franz (5)

Ooi, Joseph (4)

Cites to:

Campbell, John (8)

Titman, Sheridan (7)

Fama, Eugene (6)

French, Kenneth (6)

Roll, Richard (5)

merton, robert (4)

Jagannathan, Ravi (4)

Hoesli, Martin (3)

Subrahmanyam, Avanidhar (3)

Wu, Guojun (3)

Chui, Andy C. W. (3)

Main data

Where John L. Glascock has published?

Journals with more than one article published# docs
The Journal of Real Estate Finance and Economics15
The Financial Review5
Real Estate Economics3
Journal of Real Estate Research2

Recent works citing John L. Glascock (2022 and 2021)

YearTitle of citing document
2021Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Chiwuzie, Augustina ; Oyedokun, Tunbosun Biodun ; Amidu, Abdul-Rasheed ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim. In: AfRES. RePEc:afr:wpaper:2021-033.

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2022Overreaction?based momentum in the real estate investment trust market. (2022). Wu, Zhenxing ; Huang, Guanying ; Chen, Tsungyu. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:453-471.

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2022Industry Concentration and U.S. REIT Returns. (2022). Hansz, Andrew J ; Zhang, Ying. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:247-267.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2022Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002866.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2021Are REITs more resilient than non-REITs? Evidence from natural experiments. (2021). Upadhyay, Arun ; Jain, Pawan. In: Japan and the World Economy. RePEc:eee:japwor:v:58:y:2021:i:c:s0922142521000165.

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2021Uncertainty of M&As under asymmetric estimation. (2021). Kanungo, Rama Prasad. In: Journal of Business Research. RePEc:eee:jbrese:v:122:y:2021:i:c:p:774-793.

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2022Listed real estate futures trading, market efficiency, and direct real estate linkages: International evidence. (2022). Cho, Hyunbum ; Stevenson, Simon ; Lee, Chyi Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000961.

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2021Correlations and volatility spillovers between China and Southeast Asian stock markets. (2021). Liu, Jiapeng ; Zhong, YI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:57-69.

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2023Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020. (2023). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:12-:d:1024581.

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2021Decisions by Key Office Building Stakeholders to Build or Retrofit Green in Toronto’s Urban Core. (2021). Brzustowski, Tom ; Roy, Shawn ; Ensign, Prescott C. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6969-:d:578975.

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2021Diversification Benefits of European REIT, Equities and Bonds. (2021). Badji, Cherif Famara ; Guimaraes, Renato ; Benetti, Cristiane. In: Post-Print. RePEc:hal:journl:hal-03592183.

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2022The Stock Price Performance and Return Style of the Pan-Infrastructure Reits Corporation: Evidence from U.S. and Japan Market. (2022). Li, Wei-Shen . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:14:y:2022:i:3:p:100.

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2021The Factors Affecting the Market Value/Book Value and Profitability of REITs in Turkey. (2021). Tekin, Bilgehan. In: International Real Estate Review. RePEc:ire:issued:v:24:n:03:2021:p:469-499.

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2021Rent-Seeking by Rent Concession: An Analysis of Rent-Free Periods in the Seoul Office Market. (2021). Kim, Hyung Min ; Ryu, Kang-Min. In: International Real Estate Review. RePEc:ire:issued:v:24:n:04:2021:p:633-658.

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2022Economic Policy Uncertainty and Real Estate Market: Evidence from U.S. REITs. (2022). Prombutr, Wikrom ; Hansz, Andrew J ; Zhang, Ying. In: International Real Estate Review. RePEc:ire:issued:v:25:n:01:2022:p:55-87.

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2023Anomalies in U.S. REIT Returns: Evidence for and against the Q-theory. (2023). Zhang, Ying ; Phengpis, Chanwit ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:26:n:01:2023:p:43-71.

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2021Did Real Estate Professionals Anticipate the 2007-2008 Financial Crisis? Evidence from Insider Trading in the REITs. (2021). Shen, Jianfu ; Fan, Kwokyuen. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:1:d:10.1007_s11146-020-09763-8.

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2021Short-Term and Long-Term Discount Rates For Real Estate Investment Trusts. (2021). Zhao, Yanhui ; Giambona, Erasmo ; Giaccotto, Carmelo. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09750-z.

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2021The Beta Anomaly in the REIT Market. (2021). Shen, Jianfu ; Fan, Kwokyuen. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09784-3.

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2022Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market. (2022). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:64:y:2022:i:1:d:10.1007_s11146-020-09802-4.

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2023Long-Run Renewal of REIT Property Portfolio Through Strategic Divestment. (2023). Asami, Yasushi ; Ong, Seow Eng ; Suzuki, Masatomo ; Shimizu, Chihiro. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:1:d:10.1007_s11146-022-09895-z.

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2023Medical Service Quality and Office Rent Premiums: Reputation Spillovers. (2023). Smith, Brent C ; Goodman, Allen C. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:3:d:10.1007_s11146-021-09855-z.

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2022Ex-ante performance of REIT portfolios. (2022). Tsang, Desmond ; Nguyen, Khoa ; Dutta, Sandip ; Devos, Erik ; Birz, Gene. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:3:d:10.1007_s11156-022-01068-6.

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2022Common Components in Co-integrated System and Its Estimation and Application: Evidence from Five Stock Markets in Asia-Pacific Chinese Region. (2022). Tseng, Chien-Kuo ; Liu, Hsiang-Hsi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:9:y:2022:i:2:p:101-121.

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2022Strategic asset allocation and the demand for real estate: international evidence. (2022). Olson, Dennis ; Umar, Zaghum. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02090-8.

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2022Impact of working from home on European office rents and vacancy rates. (2022). Morawski, Jaroslaw . In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:8:y:2022:i:2:d:10.1365_s41056-022-00057-z.

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2022Lessons from the US and German Reit Markets for Drafting a Polish Reit Act. (2022). Bernhard, Funk ; Krzysztof, Kowalke. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:30:y:2022:i:1:p:1-12:n:3.

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2021Regime switches and permanent changes in impacts of housing risk factors on MSA?level housing returns. (2021). Huang, Meichi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:310-342.

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2022Time?varying roles of housing risk factors in state?level housing markets. (2022). Huang, Meichi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4660-4683.

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Works by John L. Glascock:

YearTitleTypeCited
1984Rate-of-Return Attrition and Inflation-Induced Penalties in Public Utility Common Stocks In: The Energy Journal.
[Full Text][Citation analysis]		article0
1989Intra-industry Effects of a Regulatory Shift: Capital Market Evidence from Penn Square. In: The Financial Review.
[Citation analysis]		article15
1992Testing Beta Stationarity across Bond Rating Changes. In: The Financial Review.
[Citation analysis]		article15
1994Common Stock Returns in Corporate Takeover Bids: The Case of Brokerage House Acquisitions. In: The Financial Review.
[Citation analysis]		article3
1995Voting Rights and Market Reaction to Dual Class Common Stock Issues. In: The Financial Review.
[Citation analysis]		article2
1996A Test for Price Pressure Effects in Tender Offer Stock Repurchases. In: The Financial Review.
[Citation analysis]		article2
1990An Analysis of Office Market Rents: Some Empirical Evidence In: Real Estate Economics.
[Full Text][Citation analysis]		article28
1991The Gains from Corporate Selloffs: The Case of Real Estate Assets In: Real Estate Economics.
[Full Text][Citation analysis]		article11
1993Owner Tenancy as Credible Commitment under Uncertainty In: Real Estate Economics.
[Full Text][Citation analysis]		article4
1995Signaling with Convertible Debt In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article25
1991Examining the sensitivity of the standardized cumulative prediction error as an event study test statistic In: Journal of Economics and Business.
[Full Text][Citation analysis]		article1
2011An analysis of failed takeover attempts and merger cancellations In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
1989An Analysis of the Acquisition and Disposition of Real Estate Assets In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article11
1993An Analysis of Office Market Rents: Parameter Constancy and Unobservable Variables In: Journal of Real Estate Research.
[Full Text][Citation analysis]		article2
1996A Reexamination of Corporate Sell-Offs of Real Estate Assets. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article6
1998Mortgage Loan Rates and Deposit Costs: Are They Reliably Linked? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article3
1998Analysis of REIT IPOs Using a Market Microstructure Approach: Anomalous Behavior or Asset Structure. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article10
2000Further Evidence on the Integration of REIT, Bond, and Stock Returns. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article112
2000Introduction to the Special Issue: The Maturation of a Developing Industry: REITs in the 1990s. In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2002REIT Returns and Inflation: Perverse or Reverse Causality Effects? In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article42
2004The Riskiness of REITs Surrounding the October 1997 Stock Market Decline In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article29
1989Real Estate Returns, Money and Fiscal Deficits: Is the Real Estate Market Efficient? In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article25
2007The Relative Effect of Property Type and Country Factors in Reduction of Risk of Internationally Diversified Real Estate Portfolios In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article11
2008Momentum Profitability and Market Trend: Evidence from REITs In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article24
2010Volatilities and Momentum Returns in Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article27
2013Manipulation in U.S. REIT Investment Performance Evaluation: Empirical Evidence In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article9
1991Market Conditions, Risk, and Real Estate Portfolio Returns: Some Empirical Evidence. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article17
1993On the Real Estate Market Efficiency. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article11
1994On the Supply of Landlord Labor in Small Real Estate Rental Firms. In: The Journal of Real Estate Finance and Economics.
[Citation analysis]		article0
1995The Formation of Public Utility Holding Companies and Their Subsequent Diversification Activity. In: Journal of Regulatory Economics.
[Citation analysis]		article1
2005Dynamic Linkages Between the Greater China Economic Area Stock Markets—Mainland China, Hong Kong, and Taiwan In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article23
1988Equity Return Behavior Around the Formation of Insurance Captives In: Journal of Insurance Issues.
[Full Text][Citation analysis]		article0

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